Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47719.02 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46324.1 Kr¶

PnL: ---------------------------------------> -564.47 Kr¶

DD now: ---------------------------------> -1.873 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 10:00:33.056591'

Anic Portfolio¶

Today¶

Return: 0.856 %¶

This Week¶

Return: 0.39 %¶

Total¶

Return: 56.22 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.370000 3187.600000 216.600000 7.290000 2971.000006
HEBA B 70 -0.510000 2719.500000 83.500000 3.170000 2636.000010
FM Mattsson Mora Group B 50 -0.990000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
Corem Property Group B 59 2.610000 627.170000 50.170000 8.690000 576.999999
Norva24 Group 16 -0.390000 573.760000 30.760000 5.660000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.270000 383.000000 28.000000 7.890000 355.000000
AcadeMedia 12 0.250000 580.800000 23.800000 4.270000 557.000004
Resurs Holding 22 3.660000 597.520000 23.520000 4.100000 573.999998
HMS Networks 2 1.110000 694.000000 21.000000 3.120000 673.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.830000 546.000000 18.000000 3.410000 527.999997
Sampo Oyj SDB 7 2.030000 3864.000000 14.000000 0.360000 3850.000000
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
Intrum 4 -0.070000 535.800000 8.800000 1.670000 527.000000
Swedbank A 3 1.520000 571.500000 7.500000 1.330000 564.000000
Coor Service Management Hold. 8 1.580000 538.400000 6.400000 1.200000 532.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Essity B 2 0.950000 576.600000 2.600000 0.450000 574.000000
Nordea Bank Abp 29 1.030000 3456.220000 2.220000 0.060000 3453.999992
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 1.110000 546.250000 0.250000 0.050000 546.000000
Boozt 12 1.700000 1652.400000 -1.600000 -0.100000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 0.500000 243.360000 -2.640000 -1.070000 246.000000
Securitas B 6 0.110000 564.360000 -5.640000 -0.990000 570.000000
CTEK 13 2.010000 527.800000 -6.200000 -1.160000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 2.180000 560.070000 -22.930000 -3.930000 582.999984
Vivesto 1368 0.200000 559.790000 -53.210000 -8.680000 612.999432
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Axfood 13 0.710000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 1.890000 1453.500000 -210.500000 -12.650000 1663.999992
Fasadgruppen Group 35 0.510000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 1.080000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46324.100000 -564.470000 -1.87307% 46888.564618

Updated:¶

'2023-01-20 10:00:45.688661'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶